+1,276.0%
AAPL vs AVAV
+423.1%
+852.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.2% | +0.9% |
| 7D | +3.7% | +3.2% | +0.5% | +3.0% |
| 30D | +4.2% | -7.4% | +11.6% | +4.7% |
| 3M | +12.0% | -32.0% | +44.0% | +16.6% |
| 6M | +19.8% | -24.6% | +44.3% | +21.7% |
| YTD | +29.3% | -47.5% | +76.9% | +35.0% |
| 1Y | +31.1% | -61.5% | +92.6% | +42.4% |
| 3Y | +94.9% | +5.5% | +89.4% | +72.5% |
| 5Y | +138.1% | +35.7% | +102.3% | +93.7% |
| 10Y | +1,276.0% | +379.1% | +896.9% | +849.4% |
| All | +1,276.0% | +423.1% | +852.8% | +849.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling